Because I have one.
Warning: Spoilers from FFXIII and FFXIII 2
So I just completed Final Fantasy XIII 2, and during the annoying (intense) boss fight that ends the game, I actually paid attention to dialogue (instead of wanting to throw my game control at the TV screen like last time) and discovered that Serah hints at her death several times. She also tells Noel "Thank You" before dying. So my first theory is that Serah knew she was going to die once the Yuel incarnations told her she was like them.
Because Serah had a vison of the future, she died, but because she is like Yuel, in my opinion, that is proof that she is Yuel, or at least has part of her soul.
Now, Lighting is shown at the very end of the sequence, after Cauis cheats by forcing Noel to stab the heart of Etro.
There are many theories that Lighting will replace Etro, and I agree, but I also disagree with them. Lighting becomes Etro's protector at the beginning of the game, and she watches the world from Valhalla. In my opinion, it is posible that Lighting, like Cauis gained a small piece of Etro, and that piece allows her to collect souls in the third game.
Also, Light didn't die at the end of FFXIII 2. She turned to crystal, which means that a FalCie might be behind this.
Now, to back up, I have a theory about Cauis. Cauis is immortal, and he has watched over Yuel for centuries. Because he was once a human guardian, becoming immortal probably drove him mad, and caused him to go looking for a way to prevent Yuel from dying and being reborn.
We all assume, and it's hard not to, that he is the main bad guy of FFXIII 2. But where did he get the idea of warping time itself? My guess is that a FalCie or God told him. He might have made a deal with this God to warp the entire timeline and create the world that is now Nova Crystallia. We know that there are three "Makers" or Gods in the mythology behind the FFXIII world. One of these Gods, must be behind Cauis's insanity and his sucessful plot.
Bhunivelze is possibly the culprit. But there's another story we have yet to know about.
Snow's. Snow becomes a Lcie again, for a different FalCie. We also know that he has gone mad, granted with immortalitty and he is broken because Serah, the one person he swore to protect, died. But what deal did he make? It is possible that Snow, like Lighting has become a pawn of the Gods as well. While he created fragments at different locations and different times, he may have been helping the destruction of the timeline the entire time, thinking he was going to bring Lightning back and keep Serah safe. Clearly, that didn't happen. And we only see him twice in the main story line of the game, where he clearly has his own agenda.
Now we bring in Hope, who has been searching for the original Lcie gang since they disappeared. He changed the future, found a way to go to the future without becoming a Lcie again and he managed to create an entire world for humans. He is also immortal.
Hope and Lightning both appear to no longer be human and it is confirmed that they are servants of Bhunivelze. By his actions alone, Hope practically became a God and defied rules of the timeline, going to these extremes to bring back the people he missed. Lightning swore to protect the realm of Valhalla and gained the godlike power of seeing everything, at all times, and summoning the eidolons for her battle.
Many people say they believe that Bhunivelze is going to be a boss fight in Lightning Returns, and I agree. If you consider the mythology, it's not so far fetched.
We still don't know which of the Gods was evil, and which was good. Like the beginning of FFXIII we are given a story, and then close to the conclusion of the game, that story is turned on its head. I see this pattern in Lighting Returns already, just within the most recent trailer.
It's clear that Lighting and Hope believe that they are helping the souls of the world, which we want to believe because they are the main characters. It is also clear that there are many prophecies, once again foreshadowing that the Lcie chosen will become pawns of the gods. Noel was tricked into the same thing when he fought Cauis.
But before we go further, we need to talk about Serah again. and the mysterious character Lumina looks very similar to her.
Serah has been confirmed to be like Yuel, and based on what is revealed in FFXIII 2 I believe that she IS Yuel. In other words, she is Yuel's original soul reincarnated. This theory alone confirms two things. One, that Lighting is walking into a trap. Two, Lightning has replaced Etro entirely.
Etro and Yuel are connected. So are Lightning and Serah.
It is already confirmed that there was more to the reason the original Lcie were chosen, and it was probably the same reason that the Falcie tried to make a giant human sacrifice. To awaken the Maker. Now, if Bhunivelze is the Maker, then the Maker was awakened once Noel/Cauis destroyed Etro's heart. Now he needs pawns to replace the gods he created. So the battle between Snow and Lightning, and even the prophecy that Noel believes that Lighting will destroy the world are both events in the battle between the three main gods.
One other thing that might be a little farfetched, but possibly it will make sense.
Lightning must guide souls to the next world. And the next world is beyond Valhalla. It could very well be that Etro and Bhunivelze's mother are still alive, within that next world, manipulating events to bring about the world they want and be granted more power.
So my predictions of the next game are as follows:
Lightning is a goddess now.
Hope is practically a god.
Lumina is Serah's soul mixed with Bhunivelze's mother.
The new world is where they will meet the Maker.
Snow is the pawn of one god while Lightning is the pawn of another.
Noel didn't kill Etro completely, because Lightning replaced Etro and possibly contains a manifestation of her.
The final boss fight will be a god, or the Maker himself.
Cauis has been the pawn of this god, or Cauis is this god.
The entire world of Nova Crystallia is actually the world of the dead, which is why any souls lost will be lost forever.
Bhunivelze's mom will still be alive.
There will be a happy ending (This was confirmed)
The chosen Lcie will become the next cycle of Falcie or gods.
Each Lcie plays an important role in the prophecy and the battle of power between the gods.